trend-follow.io

Opensource trend-following systematic trading algorithms based on top trend following traders (Richard Dennis, Olivier Seban and Nick Radge).

Backtests

Updated January 13, 2025 (yearly update)

TurtleStrategy

BTCUSD
- 1.1.2015 - 13.1.2025 (10Y)
ETHUSD
- 1.5.2016 - 13.1.2025 (almost 10Y)
NAS100
- 1.1.2015 - 13.1.2025 (10Y)

SuperTrendStrategy

BTCUSD
- 1.1.2015 - 13.1.2025 (10Y)
ETHUSD
- 1.5.2016 - 13.1.2025 (almost 10Y)
NAS100
- 1.1.2015 - 13.1.2025 (10Y)

BollingerBandStrategy

BTCUSD
- 1.1.2015 - 13.1.2025 (10Y)
ETHUSD
- 1.5.2016 - 13.1.2025 (almost 10Y)
NAS100
- 1.1.2015 - 13.1.2025 (10Y)

KeltnerChannelStrategy

BTCUSD
- 1.1.2015 - 13.1.2025 (10Y)
ETHUSD
- 1.5.2016 - 13.1.2025 (almost 10Y)
NAS100
- 1.1.2015 - 13.1.2025 (10Y)